-32.1%
STZ vs SOXQ
+228.4%
-260.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.5% | +2.0% |
| 7D | +3.4% | -2.9% | +6.3% | +3.5% |
| 30D | +19.6% | -20.1% | +39.7% | +21.4% |
| 3M | +8.0% | -18.6% | +26.7% | +9.3% |
| 6M | -0.3% | -14.6% | +14.4% | -0.5% |
| YTD | +8.6% | +42.1% | -33.5% | +0.4% |
| 1Y | +17.3% | +45.2% | -27.8% | +8.0% |
| 3Y | -34.7% | +195.3% | -230.0% | -48.5% |
| 5Y | -27.6% | +174.8% | -202.4% | -44.9% |
| All | -32.1% | +228.4% | -260.5% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SOXQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling